+222.3%
EWT vs MSFU
+71.2%
+151.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | -1.1% | -6.9% | +5.8% | +0.2% |
| 30D | +4.8% | -5.1% | +9.9% | +5.6% |
| 3M | +11.1% | +44.6% | -33.5% | +1.7% |
| 6M | +54.6% | +32.8% | +21.8% | +42.6% |
| YTD | +71.4% | -10.1% | +81.5% | +71.8% |
| 1Y | +82.1% | -19.4% | +101.5% | +86.9% |
| 3Y | +193.2% | +26.2% | +167.1% | +156.4% |
| All | +222.3% | +71.2% | +151.0% | +156.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MSFU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling